Some Computational Aspects of Maximum Likelihood Estimation of the Skew-t Distribution
DOI10.1007/978-3-030-42196-0_1OpenAlexW2963108308MaRDI QIDQ5050402
Adelchi Azzalini, Mahdi Salehi
Publication date: 15 November 2022
Published in: Emerging Topics in Statistics and Biostatistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.10397
interpolationasymmetryquantile regressionkurtosisskewnessnumerical optimizationskew-normal distributionmaximum likelihood estimation (MLE)explanatory variablesmultivariate skew-\(t\) distributionmedian regressioncomputing timepenalized log-likelihoodquartile deviationpositive-definite matrixsymmetry-modulated distributionsflexible distributionsstudent's \(t\) distributiondeviance functionpreliminary estimatesprofile log-likelihoodtail-weightdivergent estimatesGalton-Bowley measureMoors measure of kurtosisperturbation invariance propertyR package snSnedecor's \(F(1,\nu)\) distributionunivariate skew-\(t\) distribution
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